+36.1%
MRNA vs TW
+19.1%
+17.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.2% |
| 7D | -1.1% | -4.5% | +3.4% | -2.0% |
| 30D | +126.1% | -2.3% | +128.4% | +125.5% |
| 3M | +190.0% | +2.6% | +187.4% | +187.7% |
| 6M | +157.2% | -17.5% | +174.8% | +158.8% |
| YTD | +388.2% | -5.3% | +393.5% | +385.2% |
| 1Y | +467.0% | -14.8% | +481.8% | +467.2% |
| 3Y | +36.1% | +18.8% | +17.2% | +47.1% |
| All | +36.1% | +19.1% | +17.0% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling